Polymarket 24h Equity Strike Trader — 技能工具

Name: Polymarket 24h Equity Strike Trader — 技能工具
Author: diagnostikon

diagnostikon

Polymarket 24h Equity Strike Trader — 技能工具

v1.0.1

Trades structural mispricings in equity/stock price-threshold markets by reconstructing the implied probability curve across strike levels for the same compa...

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by @diagnostikon·MIT-0

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License

MIT-0

最后更新

2026/4/5

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OpenClaw

安全

high confidence

The files, declared requirements, and runtime instructions are coherent for a trading skill that queries Polymarket via a Simmer SDK and optionally places trades; nothing requested or installed is disproportionate to that purpose.

评估建议

This skill appears internally consistent for automated trading on Polymarket via the Simmer SDK. Before installing: (1) review the simmer-sdk PyPI/GitHub package to ensure you trust that third-party code, (2) create and use a limited-scope SIMMER_API_KEY (and keep live/sim keys separate), (3) run in paper/sim mode first to verify behavior, and (4) only enable --live after confirming safeguards (position limits, min-trade, thresholds) are set to acceptable values. Note: trader.py reads SIMMER_API...

详细分析 ▾

✓ 用途与能力

Name/description match the code and SKILL.md: the skill discovers Polymarket strike/threshold markets, reconstructs implied probability curves, ranks violations, and (optionally) executes trades. The only required secret is SIMMER_API_KEY and the declared pip dependency is a Simmer SDK that matches the described integration.

✓ 指令范围

SKILL.md and trader.py focus on market discovery, parsing questions, curve construction, scoring violations, and trading. They do not instruct reading unrelated system files, scanning user data, or exfiltrating secrets beyond the Simmer API key. The skill defaults to simulation mode and requires an explicit --live flag for real trades.

ℹ 安装机制

This is an instruction+code skill; clawhub.json requests installation of 'simmer-sdk' via pip. Using a PyPI package is an expected, moderate-risk install mechanism — users should vet the simmer-sdk package/source before granting trading credentials.

✓ 凭证需求

Only SIMMER_API_KEY is required (declared in clawhub.json and referenced by trader.py). Tunables are exposed via env vars but are reasonable for a trading bot. No unrelated secrets or config paths are requested.

✓ 持久化与权限

autostart: false and cron: null; always is not set. The automaton entrypoint is trader.py (expected for a managed trading skill). The skill does not request permanent 'always' privilege or cross-skill/system configuration changes.

安全有层次，运行前请审查代码。

License

MIT-0

可自由使用、修改和再分发，无需署名。

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运行时依赖

无特殊依赖

版本

latestv1.0.12026/3/27

Fix apply_skill_config AttributeError for new Simmer SDK compatibility

● 无害

安装命令点击复制

官方npx clawhub@latest install polymarket-24h-equity-strike-trader

镜像加速npx clawhub@latest install polymarket-24h-equity-strike-trader --registry https://cn.clawhub-mirror.com

技能文档

# 24h Equity Strike Trader

This is a template.
The default signal is implied-CDF violation detection across equity price-threshold markets -- remix it with additional tickers, curve-fitting models, or cross-venue price feeds.
The skill handles all the plumbing (market discovery, curve construction, trade execution, safeguards). Your agent provides the alpha.

Strategy Overview

Polymarket lists equity strike-ladder markets analogous to options chains:

"Will Palantir (PLTR) finish week above $152?" = 7%
"Will Palantir (PLTR) finish week above $153?" = 23.5% <-- VIOLATION!
"Will Palantir (PLTR) finish week above $154?" = 18.5%
"Will Microsoft (MSFT) finish week above $370?" = 5%
Tesla delivery bins: <350k=46%, 350-375k=47.5%, 375-400k=13.5%

Retail trades each market as an isolated bet. But together, these markets form an implied probability distribution curve across strike levels. This skill reconstructs that curve and finds where it is mathematically broken.

The Edge: Options-Chain Arbitrage for Prediction Markets

In traditional options markets, market makers enforce no-arbitrage pricing across strikes. Polymarket has no such mechanism -- each market is its own order book.

Violation Type 1: Monotonicity Break

The probability of being above a lower price must always be >= being above a higher price: ``


P(PLTR > $152) >= P(PLTR > $153) >= P(PLTR > $154)

`



If a higher strike is priced above a lower strike, the curve is broken.

Violation Type 2: Range-Sum Inconsistency

A "between" market's price must equal the difference of two "above" markets:

`


P($370 < MSFT < $380) == P(MSFT > $370) - P(MSFT > $380)

`



Violation Type 3: Bin-Sum Overflow/Underflow

When a market has exhaustive bins (e.g., Tesla deliveries), all bins must sum to ~100%:

`


P(<350k) + P(350-375k) + P(375-400k) + P(>400k) ~= 100%

`



Why This Works

Retail trades in silos -- most users view each market independently and don't cross-reference the full strike ladder
No options infrastructure -- unlike traditional markets, there's no market maker maintaining curve consistency across strikes
Mathematical, not opinion -- the violations are provable inconsistencies, not subjective edge calls
Broad coverage -- applies to any equity/index with multiple strike-level markets

Signal Logic

Discover equity price-threshold markets via keyword search (MSFT, PLTR, NVDA, TSLA, SpaceX, Nasdaq, etc.)
Parse each question: extract ticker, strike price(s), date/period, and type (above/between/below)
Group into curves by (ticker, date/period)
For each curve with 2+ points:
   - Check monotonicity across "above" markets
   - Check range-sum consistency for "between" markets
   - Check bin-sum consistency for exhaustive bin sets

Rank violations by magnitude

Trade only violations that also pass threshold gates (YES_THRESHOLD / NO_THRESHOLD)


Size by conviction (violation magnitude), not flat amount

`Safety & Execution Mode`



The skill defaults to paper trading (

venue="sim"). Real trades only with --live flag.



| Scenario | Mode | Financial risk |
|---|---|---|
|

python trader.py

 | Paper (sim) | None |
| Cron / automaton | Paper (sim) | None |
|

python trader.py --live

 | Live (polymarket) | Real USDC |

autostart: false and cron: null

 mean nothing runs automatically until configured in Simmer UI.

Required Credentials

| Variable | Required | Notes |
|---|---|---|
|

SIMMER_API_KEY

 | Yes | Trading authority. Treat as a high-value credential. |

Tunables (Risk Parameters)

All declared as

tunables in clawhub.json

 and adjustable from the Simmer UI.

| Variable | Default | Purpose |
|---|---|---|
|

SIMMER_MAX_POSITION | 40

 | Max USDC per trade at full conviction |
|

SIMMER_MIN_TRADE | 5

 | Floor for any trade |
|

SIMMER_MIN_VOLUME | 5000

 | Min market volume filter (USD) |
|

SIMMER_MAX_SPREAD | 0.08

 | Max bid-ask spread |
|

SIMMER_MIN_DAYS | 0

 | Min days until resolution (0 = allow same-day) |
|

SIMMER_MAX_POSITIONS | 8

 | Max concurrent open positions |
|

SIMMER_YES_THRESHOLD | 0.38

 | Buy YES only if market probability <= this |
|

SIMMER_NO_THRESHOLD | 0.62

 | Sell NO only if market probability >= this |
|

SIMMER_MIN_VIOLATION | 0.03

 | Min curve violation magnitude to trigger a trade |

Edge Thesis

Traditional options markets have market makers who enforce curve consistency (no-arbitrage pricing). Polymarket has no such mechanism -- each market is priced by its own order book with its own liquidity pool. This creates systematic micro-inconsistencies in the implied distribution, especially when:

New markets are created at previously unlisted strikes
Large directional flow pushes one strike without propagating to neighbors
Market makers leave gaps during low-liquidity hours
Delivery/unit-count bin markets are added piecemeal without ensuring they sum correctly

This skill treats the equity strike ladder as a probability lattice and trades the repair.

Dependency

simmer-sdk` by Simmer Markets (SpartanLabsXyz)

PyPI: https://pypi.org/project/simmer-sdk/
GitHub: https://github.com/SpartanLabsXyz/simmer-sdk

# 24h Equity Strike Trader

This is a template.
The default signal is implied-CDF violation detection across equity price-threshold markets -- remix it with additional tickers, curve-fitting models, or cross-venue price feeds.
The skill handles all the plumbing (market discovery, curve construction, trade execution, safeguards). Your agent provides the alpha.

Strategy Overview

Polymarket lists equity strike-ladder markets analogous to options chains:

"Will Palantir (PLTR) finish week above $152?" = 7%
"Will Palantir (PLTR) finish week above $153?" = 23.5% <-- VIOLATION!
"Will Palantir (PLTR) finish week above $154?" = 18.5%
"Will Microsoft (MSFT) finish week above $370?" = 5%
Tesla delivery bins: <350k=46%, 350-375k=47.5%, 375-400k=13.5%

Retail trades each market as an isolated bet. But together, these markets form an implied probability distribution curve across strike levels. This skill reconstructs that curve and finds where it is mathematically broken.

The Edge: Options-Chain Arbitrage for Prediction Markets

In traditional options markets, market makers enforce no-arbitrage pricing across strikes. Polymarket has no such mechanism -- each market is its own order book.

Violation Type 1: Monotonicity Break

The probability of being above a lower price must always be >= being above a higher price: ``


P(PLTR > $152) >= P(PLTR > $153) >= P(PLTR > $154)

`



If a higher strike is priced above a lower strike, the curve is broken.

Violation Type 2: Range-Sum Inconsistency

A "between" market's price must equal the difference of two "above" markets:

`


P($370 < MSFT < $380) == P(MSFT > $370) - P(MSFT > $380)

`



Violation Type 3: Bin-Sum Overflow/Underflow

When a market has exhaustive bins (e.g., Tesla deliveries), all bins must sum to ~100%:

`


P(<350k) + P(350-375k) + P(375-400k) + P(>400k) ~= 100%

`



Why This Works

Retail trades in silos -- most users view each market independently and don't cross-reference the full strike ladder
No options infrastructure -- unlike traditional markets, there's no market maker maintaining curve consistency across strikes
Mathematical, not opinion -- the violations are provable inconsistencies, not subjective edge calls
Broad coverage -- applies to any equity/index with multiple strike-level markets

Signal Logic

Discover equity price-threshold markets via keyword search (MSFT, PLTR, NVDA, TSLA, SpaceX, Nasdaq, etc.)
Parse each question: extract ticker, strike price(s), date/period, and type (above/between/below)
Group into curves by (ticker, date/period)
For each curve with 2+ points:
   - Check monotonicity across "above" markets
   - Check range-sum consistency for "between" markets
   - Check bin-sum consistency for exhaustive bin sets

Rank violations by magnitude

Trade only violations that also pass threshold gates (YES_THRESHOLD / NO_THRESHOLD)


Size by conviction (violation magnitude), not flat amount

`Safety & Execution Mode`



The skill defaults to paper trading (

venue="sim"). Real trades only with --live flag.



| Scenario | Mode | Financial risk |
|---|---|---|
|

python trader.py

 | Paper (sim) | None |
| Cron / automaton | Paper (sim) | None |
|

python trader.py --live

 | Live (polymarket) | Real USDC |

autostart: false and cron: null

 mean nothing runs automatically until configured in Simmer UI.

Required Credentials

| Variable | Required | Notes |
|---|---|---|
|

SIMMER_API_KEY

 | Yes | Trading authority. Treat as a high-value credential. |

Tunables (Risk Parameters)

All declared as

tunables in clawhub.json

 and adjustable from the Simmer UI.

| Variable | Default | Purpose |
|---|---|---|
|

SIMMER_MAX_POSITION | 40

 | Max USDC per trade at full conviction |
|

SIMMER_MIN_TRADE | 5

 | Floor for any trade |
|

SIMMER_MIN_VOLUME | 5000

 | Min market volume filter (USD) |
|

SIMMER_MAX_SPREAD | 0.08

 | Max bid-ask spread |
|

SIMMER_MIN_DAYS | 0

 | Min days until resolution (0 = allow same-day) |
|

SIMMER_MAX_POSITIONS | 8

 | Max concurrent open positions |
|

SIMMER_YES_THRESHOLD | 0.38

 | Buy YES only if market probability <= this |
|

SIMMER_NO_THRESHOLD | 0.62

 | Sell NO only if market probability >= this |
|

SIMMER_MIN_VIOLATION | 0.03

 | Min curve violation magnitude to trigger a trade |

Edge Thesis

Traditional options markets have market makers who enforce curve consistency (no-arbitrage pricing). Polymarket has no such mechanism -- each market is priced by its own order book with its own liquidity pool. This creates systematic micro-inconsistencies in the implied distribution, especially when:

New markets are created at previously unlisted strikes
Large directional flow pushes one strike without propagating to neighbors
Market makers leave gaps during low-liquidity hours
Delivery/unit-count bin markets are added piecemeal without ensuring they sum correctly

This skill treats the equity strike ladder as a probability lattice and trades the repair.

Dependency

simmer-sdk` by Simmer Markets (SpartanLabsXyz)

PyPI: https://pypi.org/project/simmer-sdk/
GitHub: https://github.com/SpartanLabsXyz/simmer-sdk

数据来源：ClawHub ↗ · 中文优化：龙虾技能库

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License

运行时依赖

版本

安装命令 点击复制

技能文档

Strategy Overview

The Edge: Options-Chain Arbitrage for Prediction Markets

Violation Type 1: Monotonicity Break

Violation Type 2: Range-Sum Inconsistency

Violation Type 3: Bin-Sum Overflow/Underflow

Why This Works

Signal Logic

Safety & Execution Mode

Required Credentials

Tunables (Risk Parameters)

Edge Thesis

Dependency

Strategy Overview

The Edge: Options-Chain Arbitrage for Prediction Markets

Violation Type 1: Monotonicity Break

Violation Type 2: Range-Sum Inconsistency

Violation Type 3: Bin-Sum Overflow/Underflow

Why This Works

Signal Logic

Safety & Execution Mode

Required Credentials

Tunables (Risk Parameters)

Edge Thesis

Dependency

安装命令点击复制

`Safety & Execution Mode`

`Safety & Execution Mode`